Related papers: The Complexity of the Homotopy Method, Equilibrium…
We prove stochastic homogenization for a class of non-convex and non-coercive first-order Hamilton-Jacobi equations in a finite-range-dependence environment for Hamiltonians that can be expressed by a max-min formula. Exploiting the…
$ \ell_1 $-regularized linear inverse problems are frequently used in signal processing, image analysis, and statistics. The correct choice of the regularization parameter $ t \in \mathbb{R}_{\geq 0} $ is a delicate issue. Instead of…
Studying Nash dynamics is an important approach for analyzing the outcome of games with repeated selfish behavior of self-interested agents. Sink equilibria has been introduced by Goemans, Mirrokni, and Vetta for studying social cost on…
For nearly three decades, spatial games have produced a wealth of insights to the study of behavior and its relation to population structure. However, as different rules and factors are added or altered, the dynamics of spatial models often…
The homotopy continuation method has been widely used in solving parametric systems of nonlinear equations. But it can be very expensive and inefficient due to singularities during the tracking even though both start and end points are…
We study routing games where every agent sequentially decides her next edge when she obtains the green light at each vertex. Because every edge only has capacity to let out one agent per round, an edge acts as a FIFO waiting queue that…
In the paper we suggest the homotopy method for solving of the non linear evolution equation. This method consists of two steps. First is the analytical solution for the linearized version of the non-linear evolution deep in the saturation…
We study a decentralized matching market in which firms sequentially make offers to potential workers. For each offer, the worker can choose "accept" or "reject," but the decision is irrevocable. The acceptance of an offer guarantees her…
This paper introduces a class of continuous-time, finite-player stochastic general-sum differential games that admit solutions through an exact linear PDE system. We formulate a distribution planning game utilizing the cross-log-likelihood…
We present a new numerical homotopy continuation algorithm for finding all solutions to Schubert problems on Grassmannians. This Littlewood-Richardson homotopy is based on Vakil's geometric proof of the Littlewood-Richardson rule. Its start…
In the present work, a new approach is proposed for finding the analytical solution of population balances. This approach is relying on idea of Homotopy Perturbation Method (HPM). The HPM solves both linear and nonlinear initial and…
We consider linear problems in the worst case setting. That is, given a linear operator and a pool of admissible linear measurements, we want to approximate the values of the operator uniformly on a convex and balanced set by means of…
Many problems in compositional synthesis and verification of multi-agent systems -- such as rational verification and assume-guarantee verification in probabilistic systems -- reduce to reasoning about two-player multi-objective stochastic…
A central challenge in game theory and learning systems such as GANs is understanding which algorithms can efficiently compute equilibria across the heterogeneous landscape of games. Equilibrium computation is typically studied solver by…
Today's multiagent systems have grown too complex to rely on centralized controllers, prompting increasing interest in the design of distributed algorithms. In this respect, game theory has emerged as a valuable tool to complement more…
The optimal transport problem has many applications in machine learning, physics, biology, economics, etc. Although its goal is very clear and mathematically well-defined, finding its optimal solution can be challenging for large datasets…
We study the problem of finding Stackelberg equilibria in games with a massive number of players. So far, the only known game instances in which the problem is solved in polynomial time are some particular congestion games. However, a…
We develop value iteration-based algorithms to solve in a unified manner different classes of combinatorial zero-sum games with mean-payoff type rewards. These algorithms rely on an oracle, evaluating the dynamic programming operator up to…
We study methods for finding the solution set of a generic system in a family of polynomial systems with parametric coefficients. We present a framework for describing monodromy based solvers in terms of decorated graphs. Under the…
We propose a two-layer, semi-decentralized algorithm to compute a local solution to the Stackelberg equilibrium problem in aggregative games with coupling constraints. Specifically, we focus on a single-leader, multiple-follower problem,…